Statistics

Explanation of tables
*green Function exists in octave 2.0.x
Noted incompatibilities and missing features
+yellow Function exists in matcompat
Author and home for the function.
?orange Function doesn't exist
Explanation of what you can do instead.
xred Function doesn't exist, and no work-around

Parameter Estimation
xmle
xbetafit
xbetalike
xbinofit
xexpfit
xgamfit
xgamlike
xnormlike
xnormfit
xpoissfit
xunifit

Distributions
Matlab has cumulative distribution functions (Xcdf), probability density functions (Xpdf), inverse distributions (Xinv), random number generators (Xrnd), and distribution moments (Xstat) for all the following distributions. Octave has X_cdf, X_inv, X_pdf, X_rnd, but does not have X_stat.
xcdf
xicdf
xpdf
xrandom
?beta
beta_
?bino
binomial_
?chi2
chisquare_
?exp
exponential_
?f
f_
?gam
gamma_
?geo
geometric_
?hyge
hypergeometric_
?logn
lognormal_
?nbin
pascal_
xncf
xnct
xncx2
?norm
normal_
?poiss
poisson_
xrayl
?t
t_
?unid
discrete_
?unif
uniform_
?weib
weibull_

Descriptive statistics
*max
*min
*mean
*median
*std
*var
*hist
xhistc
*corrcoef
*cov
*sum
*prod
+trapz
Kai Habel
*cumsum
*cumprod
+cumtrapz
Kai Habel
+nansum
+nanmax
+nanmean
+nanmedian
+nanmin
+nanstd
Daniel Calvelo
+geomean
+harmmean
Paul Kienzle
*iqr
*kurtosis
+mad
Paul Kienzle
*moment
+prctile
Paul Kienzle, but returns values consistent with R rather than Matlab
*range
*skewness
+trimmean
Paul Kienzle

Plots
xboxplot
xfsurfht
xgline
xgname
xlsline
xnormplot
xpareto
*qqplot
xrcoplot
xrefcurve
xrefline
xsurfht
xweibplot

_
xcapable
xcapaplot
xewmaplot
xhistfit
xnormspec
xschart
xxbarplot

Cluster analysis
xcluster
xclusterdata
xcophenet
xdendrogram
xinconsistent
xlinkage
xpdist
xsquareform
+zscore
Paul Kienzle

Linear regression
?anova1
anova
xanova2
xlscov
xpolyconf
*polyfit
*polyval
?regress
gls
xridge
xrstool
xstepwise

Nonlinear regression
xnlinfit
xnlintool
xnlparci
xnlpredci
xnnls

Experiment design
xcordexch
xdaugment
xdcovary
xff2n
xfullfact
xhadamard
xrowexch

Principle components analysis
?barttest
bartlett_test
xpcacov
xpcares
xprincomp

Hypothesis testing
?ranksum
u_test
?signrank
wilcoxon_test
?signtest
sign_test
?ttest
t_test
?ttest2
t_test_2
?ztest
z_test

Dataset I/O
xcaseread
xcasewrite
xtblread
xtblwrite

GUI tools
xdisttool
xrandtool
xpolytool
xrsmdemo
xstatdemo

Sample data
xcensus.mat
xcities.mat
xdiscrim.mat
xgas.mat
xhald.mat
xhogg.mat
xlawdata.mat
xmileage.mat
xmoore.mat
xparts.mat
xpopcorn.mat
xpolydata.mat
xreaction.mat
xsat.dat